Ok, first the WoWAddOn is a separate thing from Keystroke! and once you exit World Of Warcraft you have to startup the Keystroke! application outside of WOW.
http://www.killerssoftware.com/download ... stroke.zip - Windows XP
http://www.killerssoftware.com/download ... stroke.zip - Vista
Just extract the contents somewhere and double click the setup.msi
After you have installed Keystroke! the application icon will be located on the desktop or you can accessed from the Start button, select Programs, select Killers Software, and then select Keystroke!. If you have running Keystroke! and the What Can I Say? dialog isn't showing just double click on the skull icon in the tray next to the time.
From there you would go to the File menu and select Import KillersSoftware.lua file and browse to the WTF\Account folder and go into your account folder to find the SavedVariables folder and then go into that folder to select the KillersSoftware.lua. Then you would click the Open button to import the file into Keystroke!
Hope this helps. If not it you could send me some screen shots or I can remote into your desktop into your machine and could quickly help you out.
Kenneth